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Morgan Stanley ABS Static Pool Information (Last Update: February 08 2012)

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-NC8— November 2006


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-NC8
Closing Date11/17/2004
Collateral Factor Date11/1/2006
 
Performance Summary
Current Pool Factor30.29%
 
Delinquency Status (*)
30+ Days6.41%
60+ Days2.12%
90+ Days0.75%
120+ Days0.00%
 
Bankruptcy1.87%
Foreclosure3.36%
REO0.72%
 
Cumulative Net Loss0.29%
Loss Severity37.10%
 
Prepayment Experience
1mo CPR48.85%
3mo CPR62.48%
6mo CPR59.78%
9mo CPR52.45%
12mo CPR49.42%
Life CPR44.41%


* Delinquency methodology: OTS